Advances in Econometrics: Volume 1: Fifth World Congress

ISBN-13: 9780521467261 / Angielski / Miękka / 1994 / 322 str.

Bewley, Truman F.

Opis

These two volumes, with their focus on econometrics, contain papers delivered at the Fifth World Congress held in l985. Designed to make material accessible to a general audience of economists, these papers should be helpful to anyone with training in economics who wishes to follow new ideas and tendencies in the subject. Advances in Econometrics, Fifth World Congress, Volumes 1 & 2 include a wide variety of topics, comprising empirical and policy oriented subjects as well as theoretical and methodological ones.

Recenzje

'A very interesting collection of papers, as accessible to the general economist as to the specialist.' The Economic Journal

Spis treści

1. Specification testing in dynamic models Halbert White; 2. Specification tests: an overview Alberto Holly; 3. Kernel estimators of regression functions Herman J. Bierens; 4. Identification and consistency in semi-non parametric regression A. Ronald Gallant; 5. On econometic models with rational expectations Laurence Broze and Ariane Szafarz; 6. Calculating asset prices in three example economies Lars Peter Hansen; 7. The Kalman Filter: applications to forecasting and rational expectations models Robert F. Engle and Mark W. Watson; 8. Applications of the Kalman filter in econometrics Andrew C. Harvey.